Bank of England working papers
From Bank of England Bank of England, Threadneedle Street, London, EC2R 8AH. Contact information at EDIRC. Bibliographic data for series maintained by Digital Media Team (). Access Statistics for this working paper series.
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- 0602: Do we need a stable funding ratio? Banks’ funding in the global financial crisis

- Antoine Lallour and Hitoshi Mio
- 0601: Robustness of subgame perfect implementation

- Peter Eccles and Nora Wegner
- 0600: Liquidity determinants in the UK gilt market

- Evangelos Benos and Filip Zikes
- 0599: Macroprudential regulation, credit spreads and the role of monetary policy

- William Tayler and Roy Zilberman
- 0598: Peer-to-peer lending and financial innovation in the United Kingdom - Ulrich Atz and David Bholat

- Ulrich Atz and David Bholat
- 0597: A comparative analysis of tools to limit the procyclicality of initial margin requirements

- David Murphy, Michalis Vasios and Nicholas Vause
- 0596: The dynamic Black-Litterman approach to asset allocation

- Richard Harris, Evarist Stoja and Linzhi Tan
- 0595: Cross-border regulatory spillovers: How much? How important? What sectors? Lessons from the United Kingdom

- Robert Hills, Dennis Reinhardt, Rhiannon Sowerbutts and Tomasz Wieladek
- 0594: Non-performing loans: regulatory and accounting treatments of assets

- David Bholat, Rosa Lastra, Sheri Markose, Andrea Miglionico and Kallol Sen
- 0593: What determines how banks respond to changes in capital requirements?

- Saleem Bahaj, Jonathan Bridges, Frederic Malherbe and Cian O’Neill
- 0592: An agent-based model of dynamics in corporate bond trading

- Karen Braun-Munzinger, Zijun Liu and Arthur Turrell
- 0591: Risk premia and seasonality in commodity futures

- Constantino Hevia, Ivan Petrella and Martin Sola
- 0590: Pass-through of bank funding costs to lending and deposit rates: lessons from the financial crisis

- Rashmi Harimohan, Michael McLeay and Garry Young
- 0589: Monetary policy when households have debt: new evidence on the transmission mechanism

- James Cloyne, Clodomiro Ferreira Mayorga and Paolo Surico
- 0588: Monetary policy and volatility in the sterling money market

- Matthew Osborne
- 0587: Tracking the slowdown in long-run GDP growth

- Juan Antolin-Diaz, Thomas Drechsel and Ivan Petrella
- 0586: Systemic illiquidity in the interbank network

- Gerardo Ferrara, Sam Langfield, Zijun Liu and Tomohiro Ota
- 0585: Output gaps, inflation and financial cycles in the United Kingdom

- Marko Melolinna and Mate Toth
- 0584: Macroprudential policy under uncertainty

- Saleem Bahaj and Angus Foulis
- 0583: A Bayesian VAR benchmark for COMPASS

- Sílvia Domit, Francesca Monti and Andrej Sokol
- 0582: How does labour market structure affect the response of economies to shocks?

- Aurelijus Dabusinskas, István Kónya and Stephen Millard
- 0581: Policy and macro signals as inputs to inflation expectation formation

- Paul Hubert and Becky Maule
- 0580: Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act

- Evangelos Benos, Richard Payne and Michalis Vasios
- 0579: What can Big Data tell us about the passthrough of big exchange rate changes?

- John Lewis
- 0578: The varying coefficient Bayesian panel VAR model

- Tomasz Wieladek
- 0577: Adaptive models and heavy tails

- Ivan Petrella and Davide Delle Monache
- 0576: A global factor in variance risk premia and local bond pricing

- Iryna Kaminska and Matt Roberts-Sklar
- 0575: Long-run priors for term structure models

- Andrew Meldrum and Matt Roberts-Sklar
- 0574: The impact of immigration on occupational wages: evidence from Britain

- Stephen Nickell and Jumana Saleheen
- 0573: The real effects of capital requirements and monetary policy: evidence from the United Kingdom

- Filippo De Marco and Tomasz Wieladek
- 0572: Capital requirements, risk shifting and the mortgage market

- Arzu Uluc and Tomasz Wieladek
- 0571: Secular drivers of the global real interest rate

- Lukasz Rachel and Thomas Smith
- 0570: Does easing monetary policy increase financial instability?

- Ambrogio Cesa-Bianchi and Alessandro Rebucci
- 0569: House prices and job losses

- Gabor Pinter
- 0568: Firms’ adjustment during 2010–13: evidence from the Wage Dynamics Survey

- Stephen Millard and Srdan Tatomir
- 0567: A new approach to multi-step forecasting using dynamic stochastic general equilibrium models

- George Kapetanious, Simon Price and Konstantinos Theodoridis
- 0566: The Great Recession and the UK labour market

- Stephen Millard
- 0565: Ambiguity, monetary policy and trend inflation

- Riccardo M. Masolo and Francesca Monti
- 0564: Why are real interest rates so low? Secular stagnation and the relative price of investment goods

- Gregory Thwaites
- 0563: Extreme risk interdependence

- Arnold Polanski and Evarist Stoja
- 0562: International banking and liquidity risk transmission: lessons from the United Kingdom

- Robert Hills, John Hooley, Yevgeniya Korniyenko and Tomasz Wieladek
- 0561: Threshold-based forward guidance: hedging the zero bound

- Lena Boneva, Richard Harrison and Matt Waldron
- 0560: Mortgage debt and entrepreneurship

- Philippe Bracke, Christian Hilber and Olmo Silva
- 0559: Stabilising house prices: the role of housing futures trading

- Arzu Uluc
- 0558: Bankers' pay and excessive risk

- John Thanassoulis and Misa Tanaka
- 0557: The banks that said no: banking relationships, credit supply and productivity in the United Kingdom

- Jeremy Franklin, May Rostom and Gregory Thwaites
- 0556: A sectoral framework for analyzing money, credit and unconventional monetary policy

- James Cloyne, Ryland Thomas, Alex Tuckett and Samuel Wills
- 0555: ‘High and dry’: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880–1910)

- Matthieu Chavaz and Marc Flandreau
- 0554: Household debt and spending in the United Kingdom

- Philip Bunn and May Rostom
- 0553: Some Unpleasant Properties of Loglinearized Solutions When the Nominal Rate is Zero

- R Anton Braun, Lena Koerber and Yuichiro Waki
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